DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF $5,000,000) OPEN INTEREST: 41,798
COMMITMENTS
3,537 6,180 2,351 34,360 31,568 40,248 40,099 1,550 1,699
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -4,298)
2,585 -1,668 -162 -7,481 -3,120 -5,058 -4,950 760 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 14.8 5.6 82.2 75.5 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 6 6 24 22 31 31
Updated February 8, 2013